Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-13 0.526818 0.589525 0.659990 0.745706 0.848071 0.967575 1.119407
2024-10-20 0.457430 0.535273 0.628675 0.750946 0.909800 1.113665 1.402888
2024-10-27 0.402972 0.486890 0.592516 0.738688 0.941639 1.223304 1.663470
2024-11-03 0.377151 0.469320 0.590633 0.767741 1.030510 1.426211 2.114180
2024-11-10 0.360938 0.461442 0.599337 0.811237 1.147007 1.697309 2.773468
2024-11-17 0.337982 0.441288 0.587754 0.822358 1.215136 1.908212 3.419808
2024-11-24 0.315191 0.418726 0.569576 0.819871 1.259545 2.089069 4.097975
2024-12-01 0.288482 0.387910 0.535583 0.786867 1.244066 2.151322 4.538813
2024-12-08 0.265981 0.361441 0.505626 0.756526 1.227751 2.207625 5.002127
2024-12-15 0.256137 0.353165 0.503184 0.772617 1.302323 2.483042 6.303050
2024-12-22 0.254901 0.357859 0.521774 0.828279 1.468133 3.036759 9.160172
2024-12-29 0.246394 0.350306 0.519191 0.844275 1.553669 3.425323 11.990138
2025-01-05 0.231863 0.332979 0.500065 0.829368 1.574952 3.670658 14.797030
2025-01-12 0.219196 0.317775 0.483240 0.816791 1.599627 3.944986 18.594244
2025-01-19 0.205796 0.300448 0.461187 0.790774 1.585914 4.091225 22.072406
2025-01-26 0.200572 0.296453 0.462676 0.814059 1.705562 4.796410 34.603225
2025-02-02 0.197917 0.296584 0.471663 0.854929 1.886832 5.917742 66.648053
2025-02-09 0.191313 0.289359 0.466099 0.862434 1.975317 6.727684 115.231940
2025-02-16 0.183738 0.279922 0.455467 0.856724 2.022459 7.390169 196.808679
2025-02-23 0.173330 0.264858 0.432766 0.819649 1.959943 7.385670 246.790012
2025-03-02 0.164052 0.251393 0.412406 0.786240 1.903445 7.392530 316.736784
2025-03-09 0.160585 0.248241 0.412289 0.802331 2.020166 8.666572 1122.616153
2025-03-16 0.161308 0.252746 0.427934 0.860406 2.310588 11.828308 NaN